CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 02-Feb-2018
Day Change Summary
Previous Current
01-Feb-2018 02-Feb-2018 Change Change % Previous Week
Open 0.9181 0.9159 -0.0022 -0.2% 0.9228
High 0.9189 0.9173 -0.0016 -0.2% 0.9248
Low 0.9134 0.9073 -0.0061 -0.7% 0.9073
Close 0.9162 0.9092 -0.0071 -0.8% 0.9092
Range 0.0056 0.0100 0.0045 80.2% 0.0175
ATR 0.0069 0.0071 0.0002 3.3% 0.0000
Volume 164,044 209,679 45,635 27.8% 848,789
Daily Pivots for day following 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9413 0.9352 0.9147
R3 0.9313 0.9252 0.9119
R2 0.9213 0.9213 0.9110
R1 0.9152 0.9152 0.9101 0.9132
PP 0.9113 0.9113 0.9113 0.9103
S1 0.9052 0.9052 0.9082 0.9032
S2 0.9013 0.9013 0.9073
S3 0.8913 0.8952 0.9064
S4 0.8813 0.8852 0.9037
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 0.9663 0.9552 0.9188
R3 0.9488 0.9377 0.9140
R2 0.9313 0.9313 0.9124
R1 0.9202 0.9202 0.9108 0.9170
PP 0.9138 0.9138 0.9138 0.9121
S1 0.9027 0.9027 0.9075 0.8995
S2 0.8963 0.8963 0.9059
S3 0.8788 0.8852 0.9043
S4 0.8613 0.8677 0.8995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9248 0.9073 0.0175 1.9% 0.0071 0.8% 11% False True 169,757
10 0.9260 0.9017 0.0243 2.7% 0.0083 0.9% 31% False False 180,907
20 0.9260 0.8850 0.0411 4.5% 0.0076 0.8% 59% False False 176,502
40 0.9260 0.8841 0.0420 4.6% 0.0060 0.7% 60% False False 126,837
60 0.9260 0.8811 0.0449 4.9% 0.0059 0.6% 62% False False 85,220
80 0.9260 0.8783 0.0478 5.3% 0.0057 0.6% 65% False False 63,975
100 0.9260 0.8783 0.0478 5.3% 0.0057 0.6% 65% False False 51,215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9598
2.618 0.9435
1.618 0.9335
1.000 0.9273
0.618 0.9235
HIGH 0.9173
0.618 0.9135
0.500 0.9123
0.382 0.9111
LOW 0.9073
0.618 0.9011
1.000 0.8973
1.618 0.8911
2.618 0.8811
4.250 0.8648
Fisher Pivots for day following 02-Feb-2018
Pivot 1 day 3 day
R1 0.9123 0.9153
PP 0.9113 0.9132
S1 0.9102 0.9112

These figures are updated between 7pm and 10pm EST after a trading day.

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